+7,218.6%
ORLY vs EXR
+3,081.1%
+4,137.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +6.3% | +18.2% | -11.9% | +0.9% |
| 3M | -0.4% | +7.3% | -7.8% | -2.7% |
| 6M | +2.8% | +13.8% | -11.1% | -1.4% |
| YTD | +1.1% | +25.9% | -24.9% | -6.3% |
| 1Y | -6.3% | +25.8% | -32.1% | -13.1% |
| 3Y | +38.9% | +53.7% | -14.9% | +17.5% |
| 5Y | +113.1% | -1.8% | +114.8% | +103.3% |
| 10Y | +426.2% | +214.5% | +211.7% | +227.4% |
| All | +7,218.6% | +3,081.1% | +4,137.5% | +1,857.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling